Estimation of the activity of jumps in time-changed Lévy models. Belomestny, D. & Panov, V. Electron. J. Stat., 7:2970–3003, 2013.
Estimation of the activity of jumps in time-changed Lévy models [link]Paper  doi  bibtex   
@article {MR3151759,
    AUTHOR = {Belomestny, Denis and Panov, Vladimir},
     TITLE = {Estimation of the activity of jumps in time-changed {L}\'{e}vy
              models},
   JOURNAL = {Electron. J. Stat.},
  FJOURNAL = {Electronic Journal of Statistics},
    VOLUME = {7},
      YEAR = {2013},
     PAGES = {2970--3003},
      ISSN = {1935-7524},
   MRCLASS = {62M09 (60G51 62C20 62F12)},
  MRNUMBER = {3151759},
MRREVIEWER = {Ross S. McVinish},
       DOI = {10.1214/13-EJS870},
       URL = {https://doi.org/10.1214/13-EJS870},
}

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